Julian Andrada-Felix : Citation Profile

Are you Julian Andrada-Felix?

Universidad de las Palmas de Gran Canaria

6

H index

4

i10 index

147

Citations

RESEARCH PRODUCTION:

9

Articles

5

Papers

RESEARCH ACTIVITY:

   14 years (1997 - 2011). See details.
   Cites by year: 10
   Journals where Julian Andrada-Felix has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 6 (3.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan47
   Updated: 2023-08-19    RAS profile: 2012-02-26    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Julian Andrada-Felix.

Is cited by:

Sosvilla-Rivero, Simon (32)

Bask, Mikael (6)

Gómez-Puig, Marta (5)

CHONG, Terence Tai Leung (5)

Matilla-García, Mariano (5)

Papanagiotou, Evangelia (3)

Bajo-Rubio, Oscar (3)

García, Emma (3)

Martínez-Zarzoso, Inmaculada (3)

Ruiz Marin, Manuel (3)

Sakowski, Pawel (2)

Cites to:

Sosvilla-Rivero, Simon (23)

Lebaron, Blake (22)

Brock, William (9)

LINTON, OLIVER (7)

Rogoff, Kenneth (6)

Meese, Richard (6)

Diebold, Francis (6)

Reinhart, Carmen (5)

Swanson, Norman (5)

Scheinkman, Jose (5)

Pesaran, Mohammad (4)

Main data

Where Julian Andrada-Felix has published?

Journals with more than one article published# docs
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Asociación Española de Economía y Finanzas Internacionales2

Recent works citing Julian Andrada-Felix (2022 and 2021)

YearTitle of citing document
2021CLVSA: A Convolutional LSTM Based Variational Sequence-to-Sequence Model with Attention for Predicting Trends of Financial Markets. (2021). Zhu, Hongwei ; Cao, YU ; Liu, Benyuan ; Sun, Tong ; Wang, Jia. In: Papers. RePEc:arx:papers:2104.04041.

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2021Financial Markets Prediction with Deep Learning. (2021). Wang, Degang ; Cao, YU ; Liu, Benyuan ; Sun, Tong. In: Papers. RePEc:arx:papers:2104.05413.

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2022Dual-CLVSA: a Novel Deep Learning Approach to Predict Financial Markets with Sentiment Measurements. (2022). Wang, Jia ; Liu, Benyuan ; Cao, YU ; Shen, Jiancheng ; Zhu, Hongwei. In: Papers. RePEc:arx:papers:2202.03158.

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2022Controversy in financial chaos research and nonlinear dynamics: A short literature review. (2022). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006543.

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2022Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence. (2022). Gronwald, Marc ; Sattarhoff, Cristina. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003532.

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2022Performance of intraday technical trading in China’s gold market. (2022). Jin, Xiaoye. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001876.

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2022On the heterogeneous link between public debt and economic growth. (2022). Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000208.

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2021Forecasting of customer demands for production planning by local k-nearest neighbor models. (2021). Freitag, Michael ; Kuck, Mirko. In: International Journal of Production Economics. RePEc:eee:proeco:v:231:y:2021:i:c:s092552732030205x.

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2021Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index. (2021). Pollacia, Lissa ; Saxena, Atul ; Jamaloodeen, Mohamed ; Heinz, Adrian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:221-244.

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2022Deep Learning-Based Methods for Forecasting Brent Crude Oil Return Considering COVID-19 Pandemic Effect. (2022). Asaad, Seyed Mehrzad ; Khodaee, Pouya ; Hajizadeh, Ehsan ; Farhadi, Sabri ; Dastgoshade, Sohaib ; Du, BO. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:21:p:8124-:d:959377.

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2023Early prediction of Ibex 35 movements. (2023). Lozano, Jose A ; Mori, Usue ; Segoviavargas, Maria Jesus ; Miranda, Marta I. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1150-1166.

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Works by Julian Andrada-Felix:

YearTitleTypeCited
2000TECHNICAL ANALYSIS IN FOREIGN EXCHANGE MARKETS: LINEAR VERSUS NONLINEAR TRADING RULES In: Working Papers.
[Full Text][Citation analysis]		paper1
2000Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules.(2000) In: Working Papers on International Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2011Historical financial analogies of the current crisis In: Working Papers.
[Full Text][Citation analysis]		paper3
2004Non-linear trading rules in the New York Stock Exchange In: Documentos de trabajo conjunto ULL-ULPGC.
[Full Text][Citation analysis]		paper0
2005STAR and ANN models: forecasting performance on the Spanish Ibex-35 stock index In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article24
1999Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS In: International Journal of Forecasting.
[Full Text][Citation analysis]		article44
Technical analysis in the Madrid stock exchange In: Studies on the Spanish Economy.
[Full Text][Citation analysis]		paper6
2005Testing chaotic dynamics via Lyapunov exponents In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article21
2008Improving moving average trading rules with boosting and statistical learning methods In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
1997Combining information in exchange rate forecasting: evidence from the EMS In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2002Further evidence on technical trade profitability and foreign exchange intervention In: Applied Economics Letters.
[Full Text][Citation analysis]		article7
2003Technical analysis in foreign exchange markets: evidence from the EMS In: Applied Financial Economics.
[Full Text][Citation analysis]		article24
2005Are Spanish Ibex35 stock future index returns forecasted with non-linear models? In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
2009Estimating time-varying variances and covariances via nearest neighbour multivariate predictions: applications to the NYSE and the Madrid Stock Exchange Index In: Applied Economics.
[Full Text][Citation analysis]		article0

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